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Turning an urn all blue by replacement

Question

An urn starts with two red balls and one blue ball. On each turn a ball is drawn uniformly at random and, whatever its colour, it is put aside and a blue ball is put in its place. What is the expected number of turns until every ball in the urn is blue?

Short answer

9/29/2. Each red ball has to be drawn once. With two reds present a draw hits red with probability 23\tfrac23 (mean wait 32\tfrac32); with one red left the chance is 13\tfrac13 (mean wait 3). Adding the geometric waits gives 32+3=92\tfrac32+3=\tfrac92.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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